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We introduce now two different notions of the limit of a sequence of functions. Some definitions cover uniform convergence and pointwise convergence. The Weierstrass M-Test is stated and proven, as well the theorem of Abel.

We introduce now two different notions of the limit of a sequence of functions. Let S be a set of complex numbers, and let { f n } be a sequence of complex-valued functions each having domain S .

We say that the sequence { f n } converges or converges pointwise to a function f : S C if for every x S and every ϵ > 0 there exists a natural number N , depending on x and ϵ , such that for every n N , | f n ( x ) - f ( x ) | < ϵ . That is, equivalently, { f n } converges pointwise to f if for every x S the sequence { f n ( x ) } of numbers converges to the number f ( x ) .

We say that the sequence { f n } converges uniformly to a function f if for every ϵ > 0 , there exists an N , depending only on ϵ , such that for every n N and every x S , | f n ( x ) - f ( x ) | < ϵ .

If { u n } is a sequence of functions defined on S , we say that the infinite series u n converges uniformly if the sequence { S N = n = 0 N u n } of partial sums converges uniformly.

These two definitions of convergence of a sequence of functions differ in subtle ways. Study the word order in thedefinitions.

  1. Prove that if a sequence { f n } of functions converges uniformly on a set S to a function f then it converges pointwise to f .
  2. Let S = ( 0 , 1 ) , and for each n define f n ( x ) = x n . Prove that { f n } converges pointwise to the zero function, but that { f n } does not converge uniformly to the zero function. Conclude that pointwise convergence does not imply uniform convergence. HINT: Suppose the sequence does converge uniformly.Take ϵ = 1 / 2 , let N be a corresponding integer, and consider x 's of the form x = 1 - h for tiny h 's.
  3. Suppose the sequence { f n } converges uniformly to f on S , and the sequence { g n } converges uniformly to g on S . Prove that the sequence { f n + g n } converges uniformly to f + g on S .
  4. Suppose { f n } converges uniformly to f on S , and let c be a constant. Show that { c f n } converges uniformly to c f on S .
  5. Let S = R , and set f n ( x ) = x + ( 1 / n ) . Does { f n } converge uniformly on S ? Does { f n 2 } converge uniformly on S ? What does this say about the limit of a product of uniformly convergent sequences versus the product of the limits?
  6. Suppose a and b are nonnegative real numbers and that | a - b | < ϵ 2 . Prove that | a - b | < 2 ϵ . HINT: Break this into cases, the first one being when both a and b are less than ϵ .
  7. Suppose { f n } is a sequence of nonnegative real-valued functions that converges uniformly to f on S . Use part (f) to prove that the sequence { f n } converges uniformly to f .
  8. For each positive integer n , define f n on ( - 1 , 1 ) by f n ( x ) = | x | 1 + 1 / n . Prove that the sequence { f n } converges uniformly on ( - 1 , 1 ) to the function f ( x ) = | x | . HINT: Let ϵ > 0 be given. Consider | x | 's that are < ϵ and | x | 's that are ϵ . For | x | < ϵ , show that | f n ( x ) - f ( x ) | < ϵ for all n . For | x | ϵ , choose N so that | ϵ 1 / n - 1 | < ϵ . How?

Let { f n } be a sequence of functions on a set S , let f be a function on S , and suppose that for each n we have | f ( x ) - f n ( x ) | < 1 / n for all x S . Prove that the sequence { f n } converges uniformly to f .

We give next four important theorems concerning uniform convergence. The first of these theorems is frequently used to prove that a givenfunction is continuous. The theorem asserts that if f is the uniform limit of a sequence of continuous functions, then f is itself continuous.

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Source:  OpenStax, Analysis of functions of a single variable. OpenStax CNX. Dec 11, 2010 Download for free at http://cnx.org/content/col11249/1.1
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